Senior Quantitative Analyst, IFRS Stress Testing Models
3 weeks ago
Senior Quantitative Analyst, IFRS Stress Testing Models Join to apply for the Senior Quantitative Analyst, IFRS Stress Testing Models role at CIBC . We’re building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what’s right for our clients. At CIBC, we embrace your strengths and ambitions, empowering you to make a meaningful impact and be truly valued for who you are and what you contribute. To learn more about CIBC, please visit CIBC.com. What You’ll Be Doing Design, develop, document, and implement forecasting and stress‑testing models for the bank’s retail and wholesale credit portfolios. Estimate potential losses and regulatory capital requirements under forecasted/stress scenarios for the wholesale and retail portfolios at the bank or business level, including IFRS 9 Expected Credit Loss, ICAAP, regulatory stress‑testing exercises, and business‑level risk assessment. Perform various ad‑hoc credit risk analytics. How You’ll Succeed Design and develop – contribute to the design, development, documentation, implementation, use, and monitoring of forecasting & stress‑testing models for the wholesale and retail credit portfolios. Use of models – estimate losses and regulatory capital requirements under forecasted/stress scenarios for IFRS 9 ECL, ICAAP, regulatory stress testing, and business‑level risk assessment. Analytics – work on various credit risk analytics projects. Who You Are Experience in credit risk quantification (PD, LGD, EAD) and time‑series modeling; proficient with SAS and its statistical procedures and techniques; knowledge of other statistical and programming tools such as Python is an asset. Higher education: M.Sc. or Ph.D. in a quantitative field (finance, economics, statistics, mathematics, computer science). Strong analytical mindset, meticulous attention to detail, and effective communication skills. Digital savviness and openness to innovative solutions and evolving technologies. Commitment to CIBC’s values of trust, teamwork, and accountability. What CIBC Offers Competitive salary, incentive pay, banking benefits, benefits program, defined‑benefit pension plan, employee share purchase plan, vacation, wellbeing support, and MomentMakers recognition program. State‑of‑the‑art workspace and technology toolkit to collaborate on innovative solutions. Culture that encourages ambition through initiatives like Purpose Day – a paid day off dedicated to personal growth and development. What You Need To Know CIBC is committed to an inclusive environment for all team members and clients. Accessible candidate experience is provided; accommodations available via Legal eligibility to work at the specified location(s) is required; a valid work or study permit may be necessary. The application process may include attribute‑based assessment and other skills tests (simulation, coding, French proficiency, MS Office). Job Location : Toronto – 81 Bay, 29th Floor Employment Type : Regular (Full‑time) Weekly Hours : 37.5 Skills : Analytical Thinking, Credit Risk Modeling, Credit Risks, Decision Making, Group Problem Solving, IFRS 9, Loss Given Default, Model Analysis, Probability of Default, Python (Programming Language), Regulatory Requirements, Retail Banking, Risk Models, Risk Monitoring, Risk Quantification, SAS Analytics, SAS Program, Statistical Analysis Systems (SAS) Programming, Stress Testing, Time Series Forecasting, Wholesale Banking #J-18808-Ljbffr
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Toronto, Canada CIBC Full timeSenior Quantitative Analyst, IFRS Stress Testing Models Join to apply for the Senior Quantitative Analyst, IFRS Stress Testing Models role at CIBC. We’re building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what’s right for our clients. At CIBC, we embrace your strengths and...
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Toronto, Canada CIBC Full timeSenior Quantitative Analyst, IFRS Stress Testing Models Join to apply for the Senior Quantitative Analyst, IFRS Stress Testing Models role at CIBC. We’re building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what’s right for our clients. At CIBC, we embrace your strengths and...
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Toronto, Ontario, Canada CIBC Full time $120,000 - $180,000 per yearWe're building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what's right for our clients.At CIBC, we embrace your strengths and your ambitions, so you are empowered at work. Our team members have what they need to make a meaningful impact and are truly valued for who they are and...
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Toronto, Ontario, Canada CIBC Full time $80,000 - $120,000 per yearWe're building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what's right for our clients.At CIBC, we embrace your strengths and your ambitions, so you are empowered at work. Our team members have what they need to make a meaningful impact and are truly valued for who they are and...
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Manager, Ifrs 9 Analytics
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Toronto, Canada Scotiabank Full timeRequisition ID: 219572 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. As Manager, IFRS 9 Analytics & Modelling, Enterprise Stress Testing, you will contribute to the overall success of IFRS 9 credit risk modelling, analytics, and reporting for Canadian retail and small business portfolios. Reporting to...
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Toronto, Canada Scotiabank Full timeSenior Manager, Credit Risk Modelling and Analytics, Enterprise Stress Testing Location: Canada, Ontario, Toronto We invite you to join a purpose‑driven, high‑performing team committed to results in an inclusive culture. As the Senior Manager, Credit Risk Modelling and Analytics, Enterprise Stress Testing, you will play a pivotal role in the IFRS 9...
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Toronto, Canada Scotiabank Full timeSenior Manager, Credit Risk Modelling and Analytics, Enterprise Stress TestingRequisition ID: 242730Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.As the Senior Manager, Credit Risk Modelling and Analytics, Enterprise Stress Testing, you will contribute to the overall success of the IFRS 9 credit risk...
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Toronto, Canada Scotiabank Full timeSenior Manager, Credit Risk Modelling and Analytics, Enterprise Stress TestingRequisition ID: 242730Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.As the Senior Manager, Credit Risk Modelling and Analytics, Enterprise Stress Testing, you will contribute to the overall success of the IFRS 9 credit risk...
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Sr. Risk Analyst, Stress Testing
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Toronto, Ontario, Canada CIBC Full time $80,000 - $120,000 per yearWe're building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what's right for our clients.At CIBC, we embrace your strengths and your ambitions, so you are empowered at work. Our team members have what they need to make a meaningful impact and are truly valued for who they are and...
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Toronto, Canada Scotiabank Full timeSenior Manager, Credit Risk Modelling and Analytics, Enterprise Stress Testing Requisition ID: 242730 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. As the Senior Manager, Credit Risk Modelling and Analytics, Enterprise Stress Testing, you will contribute to the overall success of the IFRS 9 credit risk...
